conic programming

A minimal face constant rank constraint qualification for reducible conic programming

  • Roberto Andreani
  • Gabriel Haeser
  • leomakoto
  • Héctor Ramírez
    • Categories Cone Programming, Linear, Cone and Semidefinite Programming, Nonlinear Optimization Tags , , , ,

    \(\) In a previous paper [R. Andreani, G. Haeser, L. M. Mito, H. Ramírez, T. P. Silveira. First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition. Mathematical Programming, 2023. DOI: 10.1007/s10107-023-01942-8] we introduced a constant rank constraint qualification for nonlinear semidefinite and second-order cone programming by considering all … Read more

    Distributionally Robust Inventory Management with Advance Purchase Contracts

  • Yilin Xue
  • Yongzhen Li
  • Napat Rujeerapaiboon
    • Categories Linear, Cone and Semidefinite Programming, Robust Optimization, Supply Chain Management Tags , ,

    Motivated by the worldwide Covid-19 vaccine procurement, we study an inventory problem with an advance purchase contract which requires all ordering decisions to be committed at once. In reality, not only the demand is uncertain, but its distribution can also be ambiguous. Hence, we assume that only the mean and the variance are known and … Read more